A Stochastic Maximum Principle

DOI10.1137/0314052zbMATH Open0334.93057OpenAlexW2035231818MaRDI QIDQ4101717FDOQ4101717

Authors: Virginia M. Warfield 

Publication date: 1976

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0314052

Mathematics Subject Classification ID

Optimality conditions (49K99) Optimal stochastic control (93E20)

Cited In (4)

• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• On the optimal control of integral-functional equations
• Optimal control of certain hyperbolic and integral stochastic equations
• On the stochastic maximum principle in Banach space

This page was built for publication: A Stochastic Maximum Principle

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4101717)